Date: Thu, 8 May 2008 15:28:45 +0100
Reply-To: Nuno Soares <ns.mlists@GMAIL.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Nuno Soares <ns.mlists@GMAIL.COM>
Subject: Proc model and p-value estimates
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Hi everyone,
I'm running the following proc model:
proc model data=t0;
by dec;
parms a;
instruments / intonly;
ret = a;
fit ret / gmm kernel=(bart, 12, 0) outest=estparms;
run;
quit;
Although I can output the parameter estimates to the estparms table, I'm
having trouble to output the statistics associates with the estimates
(p-value, t-stat) to an independent table. Does anyone knows if this is
possible?
Best,
Nuno
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